+212.7%
GDX vs RCL
+255.6%
-42.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -6.8% | -1.2% | -5.6% | -6.6% |
| 30D | -2.1% | +17.8% | -20.0% | -4.4% |
| 3M | -7.5% | +4.9% | -12.5% | -8.3% |
| 6M | -15.2% | +23.7% | -38.9% | -17.9% |
| YTD | -4.8% | +17.8% | -22.6% | -7.7% |
| 1Y | +6.7% | +28.9% | -22.2% | +2.6% |
| 3Y | +212.7% | +241.9% | -29.1% | +132.9% |
| All | +212.7% | +255.6% | -42.8% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling